Extremes of Gaussian fields with a smooth random variance

Goran Popivoda and Siniša Stamatović

Statistics & Probability Letters, 2016, vol. 110, issue C, 185-190

Abstract: In this paper we investigate the probabilities of large extremes P(supt∈Tξ(t)η(t)>u), as u→∞, where ξ(t) is a centered homogeneous Gaussian random field, η(t) is particular smooth field independent of ξ(t) and T⊂Rn is a closed Jordan set.

Keywords: Gaussian fields; Homogeneous random fields; Random variance (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2015.12.022

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